Despite the development of several novel therapies in recent years, genitourinary (GU) malignancies remain associated with significant morbidity and mortality. An improved understanding of how the immune system responds to cancer has led to the clinical development of several targeted immunotherapies. Data from recent clinical trials suggests that these agents might improve the prognosis of patients with advanced GU malignancies. This review article will discuss the current state of immunotherapy and describe future directions in combination therapy and biomarker development for cancers of the kidney, bladder and prostate.